deribit_basis_zscore_fear_gate_long_vol · strategy

142

closed trades

42%

win rate

-476.29

total pnl ($)

0.250

weight

7d window — n=39 wr=31% pnl=-200.60 · venues=(unknown) · horizon=— · SL=— · TP=— · class=? in ?

Cumulative P&L (last 100 closed)

Last 100 trades

time	sym	side	entry→exit	pnl	close
06-28 20:54	BTC	Buy	60255→59629	-5.62	timeout
06-28 19:52	BTC	Buy	60163→59340	-7.28	timeout
06-28 18:50	BTC	Buy	60505→59493	-8.78	timeout
06-28 05:50	BTC	Buy	60231→59925	-2.99	timeout
06-28 04:44	BTC	Buy	60351→60139	-2.22	timeout
06-27 20:15	BTC	Buy	59779→60260	+3.63	timeout
06-27 19:11	BTC	Buy	59956→60565	+4.65	timeout
06-27 15:43	BTC	Buy	60457→60774	+2.19	timeout
06-27 04:25	BTC	Buy	59923→60450	+3.96	timeout
06-26 20:23	BTC	Buy	59605→59695	+0.20	timeout
06-26 19:19	BTC	Buy	59202→59948	+5.72	timeout
06-26 18:19	BTC	Buy	59653→59977	+2.15	timeout
06-26 14:41	BTC	Buy	59532→59587	-0.04	timeout
06-26 02:13	BTC	Buy	60145→58651.7	-12.86	stop_loss
06-25 17:55	BTC	Buy	59417→59525	+0.49	timeout
06-25 13:59	BTC	Buy	59557→58088	-12.71	stop_loss
06-25 13:57	BTC	Buy	59836→58325.9	-12.98	stop_loss
06-25 13:53	BTC	Buy	60274→58767.7	-12.86	stop_loss
06-25 13:51	BTC	Buy	60669→59169.4	-12.74	stop_loss
06-24 17:20	BTC	Buy	60898→59400.3	-12.73	stop_loss
06-24 16:51	BTC	Buy	61373.1→59859.1	-12.76	stop_loss
06-24 14:13	BTC	Buy	62614.1→61071.4	-12.77	stop_loss
06-24 13:57	BTC	Buy	62752.1→61205.3	-12.77	stop_loss
06-24 13:43	BTC	Buy	63000.1→61445.2	-12.79	stop_loss
06-24 09:23	BTC	Buy	62454.1→62682.9	+1.30	timeout
06-24 08:24	BTC	Buy	62175.1→62666.9	+3.45	timeout
06-24 07:27	BTC	Buy	62973.1→62687.9	-2.75	timeout
06-24 06:40	BTC	Buy	62947.1→62824.9	-1.47	timeout
06-24 05:41	BTC	Buy	63425.2→62895.9	-4.68	timeout
06-23 08:17	BTC	Buy	63987.2→62403.7	-12.84	stop_loss
06-23 06:41	BTC	Buy	64027.2→62939.9	-8.97	timeout
06-23 06:21	BTC	Buy	64158.2→62565.6	-12.89	stop_loss
06-23 06:18	BTC	Buy	64586.2→62994.3	-12.80	stop_loss
06-23 04:56	BTC	Buy	65168.3→63566	-12.76	stop_loss
06-22 22:32	BTC	Buy	63669.2→63976.8	+1.96	timeout
06-22 07:16	BTC	Buy	64228.2→64217.8	-0.56	timeout
06-22 06:10	BTC	Buy	64178.2→64258.8	+0.16	timeout
06-22 04:36	BTC	Buy	64549.2→64014.8	-4.61	timeout
06-22 03:33	BTC	Buy	64331.2→64236.8	-1.26	timeout
06-21 21:24	BTC	Buy	63920.2→63667.8	-2.43	timeout
06-21 03:47	BTC	Buy	63439.2→64390.8	+7.06	timeout
06-21 02:09	BTC	Buy	63471.2→64212.8	+5.35	timeout
06-21 00:01	BTC	Buy	63546.2→64247.8	+5.01	timeout
06-20 21:54	BTC	Buy	63052.2→63991.8	+7.01	timeout
06-20 19:14	BTC	Buy	63033.2→63864.8	+6.16	timeout
06-20 01:37	BTC	Buy	62885.1→63546.8	+4.80	timeout
06-20 00:34	BTC	Buy	62999.1→63677.8	+4.91	timeout
06-19 21:05	BTC	Buy	63073.2→63131.8	-0.03	timeout
06-19 19:58	BTC	Buy	62968.1→62974.9	-0.43	timeout
06-19 17:18	BTC	Buy	62550.1→63057.8	+3.60	timeout
06-18 15:57	BTC	Buy	63904.2→62307.7	-12.79	stop_loss
06-18 15:51	BTC	Buy	64081.2→62505.6	-12.67	stop_loss
06-18 15:51	BTC	Buy	64154.2→62573.6	-12.68	stop_loss
06-18 15:51	BTC	Buy	64166.2→62588.6	-12.48	stop_loss
06-18 15:40	BTC	Buy	64336.2→62751.5	-12.49	stop_loss
06-18 09:46	BTC	Buy	64958.2→64273.8	-5.83	timeout
06-18 08:49	BTC	Buy	64915.2→64473.8	-3.90	timeout
06-18 04:11	BTC	Buy	65427.3→63814.9	-12.79	stop_loss
06-17 19:44	BTC	Buy	65692.3→64073.7	-12.77	stop_loss
06-17 19:40	BTC	Buy	65809.3→64190.7	-12.75	stop_loss
06-17 17:46	BTC	Buy	65739.3→65847.7	+0.27	timeout
06-17 08:39	BTC	Buy	66554.3→64914.3	-12.80	stop_loss
06-17 06:56	BTC	Buy	66493.3→65587.7	-7.22	timeout
06-17 05:27	BTC	Buy	66034.3→65812.7	-2.15	timeout
06-16 17:26	BTC	Buy	66840.3→65739.7	-8.76	timeout
06-16 15:42	BTC	Buy	66878.3→65843.7	-8.28	timeout
06-16 10:58	BTC	Buy	65831.3→66483.7	+4.42	timeout
06-16 05:47	BTC	Buy	65722.3→66059.7	+2.19	timeout
06-15 21:21	BTC	Buy	64807.2→66505.7	+12.60	timeout
06-15 13:45	BTC	Buy	64365.2→66505.7	+16.19	timeout
06-15 13:08	BTC	Buy	63859.2→66662.7	+21.52	take_profit
06-15 09:35	BTC	Buy	64435.2→65543.7	+8.16	timeout
06-15 03:35	BTC	Buy	64518.2→65692.7	+8.62	timeout
06-14 20:05	BTC	Buy	64242.2→63793.8	-3.99	timeout
06-14 13:42	BTC	Buy	64184.2→64281.8	+0.31	timeout
06-14 12:37	BTC	Buy	64003.2→64285.8	+1.76	timeout
06-14 08:19	BTC	Buy	63792.2→64481.8	+4.92	timeout
06-14 01:49	BTC	Buy	63807.2→64611.8	+5.88	timeout
06-13 19:41	BTC	Buy	63703.2→64277.8	+4.06	timeout
06-13 10:34	BTC	Buy	63703.2→63810.8	+0.31	timeout
06-13 09:26	BTC	Buy	63662.2→63777.8	+0.37	timeout
06-13 04:52	BTC	Buy	63715.2→63598.8	-1.35	timeout
06-13 00:40	BTC	Buy	63631.2→63593.8	-0.83	timeout
06-12 17:39	BTC	Buy	63212.2→63814.8	+4.30	timeout
06-12 09:56	BTC	Buy	62908.1→63789.8	+6.47	timeout
06-12 08:55	BTC	Buy	62923.1→63440.8	+3.58	timeout
06-12 00:35	BTC	Buy	61802.1→63623.8	+14.16	timeout
06-11 22:22	BTC	Buy	61245.1→63574.8	+18.44	timeout
06-11 16:02	BTC	Buy	62490.1→62710.9	+1.18	timeout
06-11 09:29	BTC	Buy	61186.1→62794.9	+12.57	timeout
06-11 08:15	BTC	Buy	61601.1→62782.9	+9.02	timeout
06-10 16:12	BTC	Buy	61068.1→62397.9	+10.38	timeout
06-10 15:11	BTC	Buy	61624.1→61888.9	+1.65	timeout
06-10 14:18	BTC	Buy	61854.1→61914.9	+0.02	timeout
06-09 14:21	BTC	Buy	63168.2→61615.1	-12.74	stop_loss
06-09 13:36	BTC	Buy	63733.2→62165.8	-12.74	stop_loss
06-09 13:31	BTC	Buy	63609.2→62314.9	-10.60	timeout
06-09 13:19	BTC	Buy	63864.2→62287.7	-12.77	stop_loss
06-09 13:19	BTC	Buy	63906.2→62324.7	-12.80	stop_loss
06-08 22:31	BTC	Buy	62861.1→63280.8	+2.85	timeout

Paper vs Live

Paper (trades.jsonl)

142

closed

42%

win rate

-476.29

total pnl ($)

-66.9 bps

avg bps net

Live (dry_run=0)

closed

—

win rate

—

total pnl ($)

—

avg bps net

Live: 0 trades, insufficient sample

Per-symbol breakdown (paper)

symbol	n	wr	net bps	total pnl ($)
BTC	142	42%	-66.9	-476.29

Recent bounces (last 20 of 1)

time	sym	side	reason
06-28 23:49	BTC	Buy	circuit_breaker

Postmortem feed (last 10)

time	sym	side	pnl	narrative
no postmortems

More…